Anic Equity¶

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Total return since start: 0.61 %¶

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Equity now: -----------------------------> 49165.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45103.79 Kr¶

PnL: ---------------------------------------> 47.79 Kr¶

DD now: ---------------------------------> -7.445 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 16:39:27.297473'

Anic Portfolio¶

Today¶

Return: -1.113 %¶

This Week¶

Return: -0.28 %¶

Total portfolio value¶

Return including deposits: 60.955 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.030000 1667.160000 198.160000 13.490000 1468.999998
Orrön Energy 180 -1.920000 2160.000000 117.000000 5.730000 2043.000000
Atrium Ljungberg B 5 -0.350000 991.500000 56.500000 6.040000 935.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 1.030000 1027.250000 47.250000 4.820000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Catena 2 -1.290000 828.000000 36.000000 4.550000 792.000000
Hexatronic Group 12 0.000000 1001.760000 34.760000 3.590000 966.999996
JM 6 -1.330000 890.400000 26.400000 3.060000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.540000 969.540000 19.540000 2.060000 949.999999
Biotage 7 -0.220000 955.500000 14.500000 1.540000 940.999997
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
BioGaia B 8 -1.430000 936.800000 6.800000 0.730000 930.000000
Gränges 9 -0.960000 933.300000 5.300000 0.570000 927.999999
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
AcadeMedia 8 -1.280000 401.200000 -0.800000 -0.200000 402.000000
VEF 909 -3.140000 1848.910000 -1.090000 -0.060000 1850.000436
Sedana Medical 93 -5.380000 2518.440000 -2.560000 -0.100000 2521.000011
Clas Ohlson B 12 -2.070000 963.600000 -9.400000 -0.970000 972.999996
ASSA ABLOY B 3 -1.560000 767.550000 -11.450000 -1.470000 779.000001
Byggmax Group 33 -3.120000 943.140000 -12.860000 -1.350000 956.000001
Addnode Group B 11 0.670000 908.050000 -12.950000 -1.410000 921.000003
EQT 4 -2.250000 817.600000 -14.400000 -1.730000 832.000000
Alimak Group 11 -1.440000 905.300000 -22.700000 -2.450000 927.999996
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
INVISIO 16 1.330000 3664.000000 -25.000000 -0.680000 3689.000000
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.420000 905.250000 -34.750000 -3.700000 940.000000
Latour B 4 -0.150000 814.800000 -42.200000 -4.920000 857.000000
Indutrade 5 -1.300000 1174.500000 -43.500000 -3.570000 1218.000000
Vitec Software Group B 2 -2.640000 1031.000000 -56.000000 -5.150000 1087.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
BHG Group 97 -1.970000 1354.120000 -104.880000 -7.190000 1458.999989
Hexagon B 26 -3.100000 3326.700000 -134.300000 -3.880000 3461.000010
TOTAL 45097.870000 41.870000 -7.45654% 45056.000411

Updated:¶

'2023-07-05 16:39:13.209274'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶